Risk & Hedging Solutions

Overview

Our hedging programs sit on top of existing portfolios or systematic sleeves. The goal is to manage drawdowns and tail risk with tools that are transparent, budget‑aware and easy to monitor.

We focus on defining tolerable loss levels up front, then designing overlays that respect those budgets across a range of market environments.

Approach

• Drawdown overlays and volatility ceilings at portfolio and sleeve levels.
• Convex hedges: options and tail‑risk structures sized to budgets.
• Scenario analysis and ongoing validation with crisis playbooks.

Toolbox

• Index and single‑name options, variance swaps and structured overlays.
• Dynamic hedging rules that adapt to realized volatility and funding costs.
• Integration with existing risk systems for real‑time monitoring.

Use cases

Hedging mandates are highly bespoke. We typically work with clients to formalize objectives, constraints and governance before selecting specific overlays.

• Capital preservation overlays for multi‑asset portfolios.
• Tail‑risk hedges for equity or credit exposures.
• Drawdown caps on systematic or discretionary strategies.

Related offerings

• Systematic Strategies
• Multi‑Asset Risk Premia